An Automatic Method for Finding the Greatest or Least Value of a Function¶
Authors: H. H. Rosenbrock
Published: 1960 (Journal Paper)
Source: The Computer Journal
Algorithm: Rosenbrock's method
DOI: 10.1093/comjnl/3.3.175
Summary¶
Abstract¶
The greatest or least value of a function of several variables is to be found when the variables are restricted to a given region. A method is developed for dealing with this problem and is compared with possible alternatives. The method can be used on a digital computer, and is incorporated in a program for Mercury.